Introduction to Modeling and Simulation

Appendix CProbability

In this appendix we give a short review of basic concepts in discrete and continuous probability.

C.1 Discrete Probability

Discrete probability is largely a matter of counting the number of successful outcomes as a fraction of the total possible outcomes. For example, there are 36 possible outcomes from rolling two dice and there are six ways to roll a 7, namely, and . Therefore, the probability of rolling a 7 is .

Definition C.1 (Random Experiment)

A random experiment is one whose outcome cannot be determined in advance. Examples include:

• tossing a die;
• counting the number of customers that arrive at a store during a fixed time period;
• picking a group of people and noting their birthdays.

Definition C.2 (Sample Space)

The sample space of a random experiment is the set of all possible outcomes. Thus, for the problem of rolling two dice, the sample space is

For the number of customers arriving at a store during a specified time interval, the sample ...